| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,832.0 |
2,826.0 |
-6.0 |
-0.2% |
2,776.0 |
| High |
2,859.0 |
2,853.0 |
-6.0 |
-0.2% |
2,849.0 |
| Low |
2,804.0 |
2,812.0 |
8.0 |
0.3% |
2,733.0 |
| Close |
2,825.0 |
2,842.0 |
17.0 |
0.6% |
2,827.0 |
| Range |
55.0 |
41.0 |
-14.0 |
-25.5% |
116.0 |
| ATR |
51.5 |
50.8 |
-0.8 |
-1.5% |
0.0 |
| Volume |
0 |
977,128 |
977,128 |
|
3,085,751 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,958.7 |
2,941.3 |
2,864.6 |
|
| R3 |
2,917.7 |
2,900.3 |
2,853.3 |
|
| R2 |
2,876.7 |
2,876.7 |
2,849.5 |
|
| R1 |
2,859.3 |
2,859.3 |
2,845.8 |
2,868.0 |
| PP |
2,835.7 |
2,835.7 |
2,835.7 |
2,840.0 |
| S1 |
2,818.3 |
2,818.3 |
2,838.2 |
2,827.0 |
| S2 |
2,794.7 |
2,794.7 |
2,834.5 |
|
| S3 |
2,753.7 |
2,777.3 |
2,830.7 |
|
| S4 |
2,712.7 |
2,736.3 |
2,819.5 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,151.0 |
3,105.0 |
2,890.8 |
|
| R3 |
3,035.0 |
2,989.0 |
2,858.9 |
|
| R2 |
2,919.0 |
2,919.0 |
2,848.3 |
|
| R1 |
2,873.0 |
2,873.0 |
2,837.6 |
2,896.0 |
| PP |
2,803.0 |
2,803.0 |
2,803.0 |
2,814.5 |
| S1 |
2,757.0 |
2,757.0 |
2,816.4 |
2,780.0 |
| S2 |
2,687.0 |
2,687.0 |
2,805.7 |
|
| S3 |
2,571.0 |
2,641.0 |
2,795.1 |
|
| S4 |
2,455.0 |
2,525.0 |
2,763.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,859.0 |
2,804.0 |
55.0 |
1.9% |
43.0 |
1.5% |
69% |
False |
False |
611,041 |
| 10 |
2,859.0 |
2,733.0 |
126.0 |
4.4% |
43.8 |
1.5% |
87% |
False |
False |
608,416 |
| 20 |
2,859.0 |
2,670.0 |
189.0 |
6.7% |
53.6 |
1.9% |
91% |
False |
False |
852,702 |
| 40 |
2,859.0 |
2,558.0 |
301.0 |
10.6% |
50.6 |
1.8% |
94% |
False |
False |
673,426 |
| 60 |
2,859.0 |
2,537.0 |
322.0 |
11.3% |
51.4 |
1.8% |
95% |
False |
False |
449,579 |
| 80 |
2,859.0 |
2,481.0 |
378.0 |
13.3% |
53.1 |
1.9% |
96% |
False |
False |
337,741 |
| 100 |
2,859.0 |
2,450.0 |
409.0 |
14.4% |
54.7 |
1.9% |
96% |
False |
False |
271,874 |
| 120 |
2,859.0 |
2,387.0 |
472.0 |
16.6% |
60.6 |
2.1% |
96% |
False |
False |
226,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,027.3 |
|
2.618 |
2,960.3 |
|
1.618 |
2,919.3 |
|
1.000 |
2,894.0 |
|
0.618 |
2,878.3 |
|
HIGH |
2,853.0 |
|
0.618 |
2,837.3 |
|
0.500 |
2,832.5 |
|
0.382 |
2,827.7 |
|
LOW |
2,812.0 |
|
0.618 |
2,786.7 |
|
1.000 |
2,771.0 |
|
1.618 |
2,745.7 |
|
2.618 |
2,704.7 |
|
4.250 |
2,637.8 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,838.8 |
2,838.5 |
| PP |
2,835.7 |
2,835.0 |
| S1 |
2,832.5 |
2,831.5 |
|